Listen to Robert Emmerich introduce "The Big Apple," a hit song from 1937. Music written by Bob and performed by Tommy Dorsey's Clambake Seven with Bob on piano. Lyrics written by Buddy Bernier and sung by Edythe Wright. Audio provided by Dorothy Emmerich.

Q: What did the chick say when it saw an orange in the nest?
A: Look at the orange mama laid.

The joke has been cited in print to at least 1902, when it was included in the book Up-to-Date Minstrel Jokes.

Google BooksUp-to-Date Minstrel Jokes
Collected and arranged by H. H. Wheeler
Boston, MA: Up-to-Date Publishing Co.
1902
Pg. 15:
End.—Miss Johnsing, what would a chicken say if it found an orange in the nest?
Miss J. — Well, I’m sure I can’t tell. What would a chicken say if it found an orange in the nest?
End. — “Oh, look at the Orange Mama laid.”

Chronicling America
17 September 1908, The French Broad Hustler (Hendersonville, NC), pg. 6, col. 2:
M. M. Shepherd, who sells shoes, wants to know the answer of this: If a hen with a large brood of young chickens should lay an orange, what would the young chickens say. And the answer is written: They would say, of course, “Oh, see what an orange mama laid!”
(Orange marmalade, you know.)

Google BooksThe New Rutherford Cook Book
Compiled by the Ladies Aid of South Bristol, Maine
Wiscasset, ME: The Emerson & Gray Company, Printers
1916
Pg. 39:
ORANGE MARMALADE
The chicken said, when he saw an orange in the nest: “Oh! see the orange mama laid.”

Google News Archive
11 January 1973, Milwaukee (WI) Sentinel, “Let’s Have A Little Pun” by Alex Thien, pt. 1, pg. 13, col. 1:
And how about the little chick who found an orange in its nest and said, “Oh, look at the orange mama laid”?

Google News Archive
18 March 1977, Prescott (AZ) Courier, Westward, pg. 7, col. 8:
What did the little chick say when he found an orange in his nest?
Look at the orange Mama laid.

Google BooksA Prairie Home Companion
Pretty Good Joke Book
By Brian Becker
Minneapolis, MN: HighBridge
2003
Pg. 52:
What did the chick say when it saw an orange in the nest?
Look at the orange mama laid.

Google BooksEmpty Phantoms:
Interviews and Encounters With Jack Kerouac
Edited by Paul Maher Jr.
Published by author
2015
Pg. ?:
KEROUAC: How is orange marmalade made?
TWARDOWICZ: Well, this one chick looked at the other chick, you know, and the Momma hen laid an orange. So one chick says to the other, “Look at the orange mama laid!”
(The interview date is April 14, 1964.—ed.)

The Amazingly Lame Joke of the Day
Wednesday, October 28, 2015
What did the chick say when it saw an orange in the nest?
Look at the orange mama laid.
Posted by Tim Wycislak at 7:55 AM